-55.4%
TSLL vs QSR
+55.1%
-110.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.7% | -11.8% |
| 7D | +1.9% | +2.4% | -0.5% | +1.3% |
| 30D | +17.8% | +7.6% | +10.1% | +15.7% |
| 3M | -37.0% | +12.6% | -49.6% | -39.2% |
| 6M | -37.7% | +14.4% | -52.0% | -40.7% |
| YTD | -51.4% | +19.6% | -71.0% | -54.6% |
| 1Y | -23.4% | +33.9% | -57.2% | -32.0% |
| 3Y | -30.8% | +27.1% | -57.9% | -39.8% |
| All | -55.4% | +55.1% | -110.5% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling